Quantitative Finance
user2183336
  • Member for 8 years, 7 months
  • Last seen more than 1 year ago
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All Questions Answers Articles
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6
Trouble arriving at Black-Scholes Formula
Nov 5 '13
4
Iterating through every path of a Trinomial Tree
Apr 9 '13
3
Beta vs. Implied Volatility statistical arbitrage using options
Jul 2 '13
2
Can we derive 5 year zero coupon interest rate by using 1, 2 and 3 year zero coupon interest rate?
Apr 23 '16
2
Calculating the error of a Trinomial Model
Sep 19 '13
2
Add transaction costs to prediction
May 16 '13
1
Thoughts on how quantitative hedge funds use machine learning to invest in the stock market (algorithms, examples of data, etc.)
Apr 23 '16
0
Portfolio Theory: Must VarCovar Matrix be based on return var/covar?
Apr 23 '16
0
Calculating arbitrage- S&P 500 stocks vs S&P 500 Index future?
Sep 16 '13
0
What is the effect of dividend yield being greater than the risk-free rate to American options pricing?
Aug 20 '14
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Constexpr alias of overloaded template function

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